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'Aprendía del río incesantemente. Aprendió a escuchar, a prestar oído con el corazón en calma, con el ánimo abierto y expectante, sin apasionamiento, sin deseos, juicios ni opiniones.' 

Siddharta - Hermann Hesse

La Biblioteca de River Patrimonio

Libros, artículos, investigación financiera y otros textos que en mayor o menor medida han influido en la filosofía, estrategia y construcción de nuestro modelo de inversión.

Inversión

The Intelligent Investor, Benjamin Graham

The Dhando Investor, Mohnish Pabrai

The Education of a Value Investor, Guy Spier

Beating the Street, Peter Lynch

The Laws of Wealth, Daniel Crosby

Financial Statements, Ittelson

The Five Rules for Successful Stock Investing, Pat Dorsey

Warren Buffet Letters, Warren Buffet

Common Stocks Uncommon Profits, Philip A. Fisher

The Little Book that Beats the Market, Joel Greenblat

The Littel Book that Builds Wealth, Pat Dorsey

Invirtiendo a Largo Plazo, Francisco García Paramés

Margin of Safety, Seth Klarman

20 for Twenty: Selected Papers, AQR Capital Management

Financial Market History, CFA Institute

The Loser’s Game, Charles Ellis 

Fifty Years in Wall Street , Henry Clews

Memoirs of Extraordinary Popular Delusions, Charles MacKay 

Reminiscences of a Stock Operator, Edwin Lefevre

History of U.S. Bear & Bull Markets Since 1926, First Trust

Hidden Flaws in Strategy, Charles Roxburgh

A Philosophy-First Asset Manager, Newfound Reseach

No Pain, No Premium, Newfound Reseach

Too Big to Fail? Long-Term Capital Management and the Federal Reserve, Kevin Dowd

Against the Gods - The Remarkable Story of Risk, Peter L. Bernstein

Austrian School for Investors, Rahim Taghizadegan y otros.

Asignación de Activos Estática / Estratégica

Pioneering Portfolio Management, David E. Swensen

Unconventional Success, David E. Swensen

Fail Safe Investing, Harry Browne

The Permanent Portfolio, Craig Rowland y J.M. Lawson

The Little Book of Common Sense Investing, John C. Bogle

The Four Pillars of Investing, William Bernstein

The Investors Manifesto, William Bernstein

The Intelligent Asset Allocator, William Bernstein

Survival of the Fittest for Investors, Dick Stoken

DIY Financial Advisor, Wesley Gray y más. 

7Twelve, Craig Israelsen

Money Masters, Tony Robins

The Cofee House Investor, Bill Schultheis

Ideal Index Portfolio, Frank Armstrong

The Ivy Portfolio, Meb Faber

Global Asset Allocation, Meb Faber

Reducing the Risk of Black Swans, Larry Swedroe

Ultimate Buy and Hold Strategy, Paul Merriman

All About Asset Allocation, Rick Ferry

The Golden Butterfly, Portfoliocharts.com

Alpha, Beta and the Endowment Model, Michael Karris

 

Asignación de Activos Dinámica / Optimización

Optimal versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy?, Víctor de Miguel y otros.

Portfolio Optimization Manuscript Collection, Víctor de Miguel y otros.

How Often should you take Tactical Asset Allocation Decisions?, An Jeong y otros.

Systematica Asset Allocation, Rob Arnott y otros.

Return Predictability on Dynamic Asset Allocation, Thomas Pedersen

Long Run Performance of Dynamic Asset Allocation Strategies, Thomas Howe

A Quantitative Approach to Tactical Asset Allocation, Meb Faber

Dynamic Mean Variance Asset Allocation, Suleyman Basak

Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes, David Blitz

Dynamic Asset Allocation: Modern Portfolio Theory Updated for the Smart Investor, James Picerno

Adaptive Asset Allocation: A Primer, Adam Butler y otros.

Dynamic Asset Allocation for Long Term Investors, Gabriel Petre

Volatility-Managed Portfolios, Alan Moreira

The Impact of Volatility Targeting, Campbell Harvey

Risk Parity Solution, Resolve Asset Management

A modern Behavioural Aware Asset Allocation and Portfolio Construction Strategy, Newfound Research

Expectations with Tactical Equity, Newfound Reseach

Tactical Trend-Following: Core or Alternative?, Newfound Reseach

A Gentle Guide to Global Tactical Asset Allocation, Newfound Reseach

Systematic Global Macro Performance, Risk & Correlation Characteristics, Robert E. Murray

 

 

Combinación de Estrategias

The Robust Asset Allocation, Wesley Gray y otros.

The Trinity Portfolio, Meb Faber

Dinamic vs Static Asset Allocation: From Theory to Practice, Didier Maillard

Momentum and Markowitz: A Golden Combination, Wouter Keller

Tactical Asset Allocation Strategies, Allocate Smartly

Momentum & Diversification: A powerful risk-adjusted combination, Newfound Research

 

Oro

Gold Price Framework Vol 1. Price Model, Goldmoney Insights

Gold Price Framework Vol 2. The Energy Side of the Equation - Part I, Goldmoney Insights

Gold Price Framework Vol 2. The Energy Side of the Equation - Part II, Goldmoney Insights

Gold Price Framework Vol 2. The Energy Side of the Equation - Part III, Goldmoney Insights

Gold Price Framework - The next cycle unfolds, Goldmoney Insights

Oil for gold - the real story, Goldmoney Insights

Negative interest rates and gold, Goldmoney Insights

Money and the theory of exchange, Alasdair Macleod

Understanding Inflation, Alasdair Macleod

Interest rates, time-preference and gold, Alasdair Macleod

Fiat Money and Gold, Alasdair Macleod

Gold – A Commodity, Currency, or Pet Rock?, Alasdair Macleod

Common commodity misconceptions, John Butler

The Golden Revolution, John Butler

Why Gold - The Science Behind Gold, Roy Sebag & Josh Crumb

In gold we Trust Report 2019, Ronald-Peter Stoeferle & Mark J. Valek 

In gold we Trust Report 2018, Ronald-Peter Stoeferle & Mark J. Valek 

In gold we Trust Report 2017, Ronald-Peter Stoeferle & Mark J. Valek 

The Golden Dilemma, Claude B. Erb & Campbell R. Harvey

 

Trend Following / Momentum

A Century of Evidence on Trend Following Investing, AQR Capital

Two Centuries of Momentum, AQR Capital

Two Centuries of Trend Following, Y. Lemperiere

Dual Momentum Investing, Gary Antonacci

On the Origins and Nature of Trend Following, Michael Covel

Time series momentum, Tobias Moskowitz

Historical Performance of Trend Following, Winton Capital 

Zero Sum Nature of Markets, Michael Covel 

Risk in Hedge Fund Strategies: Theory and Evidence, David Hsieh & William Fung

A Tail of Two Worlds: Fat Tails and Investing, Victor Niederhoffer

Trend Following, Michael Covel

Diversifying the What, How, and When of Trend Following, Newfound Reseach

A Trend Equity Primer , Newfound Reseach

Protect & Participate: Managing Drawdowns with Trend Following, Newfound Research

The Search for Crisis Alpha: Weathering the Storm Using Relative Momentum, Newfound Reseach

Is trend following market timing?, Newfound Reseach

What is the difference between Relative Strength and Trend Following?, Newfound Reseach

Momentum vs Moving Averages, Newfound Reseach

Measuring Process Diversification in Trend Following, Newfound Reseach

Momentum’s Magic Number, Newfound Reseach

The Importance of Diversification in Trend Following, Newfound Reseach

Master Managed Futures, Neils Kastrup-Larsen

 

 

Factor Investing

Why quants don’t pick stocks, Newfound Reseach

Sectors versus Factors, Newfound Reseach

Factor Rotation: Possible, but Worth It?, Newfound Reseach

Factor Investing in Multi-Asset Portfolios, Newfound Reseach

All About Factors & Smart Beta, Newfound Reseach

Quantitative Value, Tobias E. Carlisle

Quantitative Momentum, Jack R. Vogel

MSCI Factor Indexes, MSCI

The Future of Active Investing, MSCI

Truths and the Future of Active Investing, BlackRoick

Integrating factors in market indexes and active portfolios, MSCI

Factor Based Investing, Vanguard Group

Equity factor-based investing: A Practitioner's guide, Vanguard Group

Foundations of Factor Investing, Jennifer Bender y otros

Top-down and Bottom-up Approeaches tu Multi Factor Index Construction, Padlar Kulkarni y otros

A History of Factor Investing, J. Catherwood

 

Inmobiliario

The Intelligent REIT Investor, Brad Thomas

Investing in REITs, Ralph L Block

Thoughts on REITs, Newfound Reseach

REITS and Private Equity Real Estate, Morningstar

Reits and Returns, Nareit

Think Local Invest Global, Cohen and Steers

The Truth about REal Estate Allocations, Cohen and Steers

REIT Stocks an Underutilized Portfolio Diversifier, Steven Buller

Equity REITs and their Role in an Institutional Portfolio, NEPC Insights

Gestión de Carteras, ejecución y posicionamiento

Quantifying Timing Luck, Newfound Reseach

Rebalancing Assumptions and Performance, David Blitz y otros

The Diversification Dangers of DIY Tactical, Newfound Reseach

Should You Dollar-Cost Average?, Newfound Reseach

Questioning Your Most Dangerous Assumptions: Does Rebalancing Add Value?, Newfound Reseach

Risk cannot be destroyed, Newfound Reseach

Diversification Will Always Disappoint, Newfound Reseach

Fragility Case Study: Dual Momentum GEM, Newfound Reseach

The Systematic Investor Series, Neils Kastrup Larsen

Cost Implementation Manuscript Collection, Víctor de Miguel y otros.

The Worlds Simplest Execution Algo, Rob Carver

Bet Sizing, Ed Seykota y David Druz
Money Management, Gibbons Burke
Kelly Criterion Original Paper, J. L. Kelly 

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